+616.7%
ADI vs CCJ
+1,074.4%
-457.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.4% |
| 7D | +1.3% | -3.2% | +4.5% | +2.0% |
| 30D | -6.0% | -1.3% | -4.6% | -5.8% |
| 3M | -7.7% | +2.5% | -10.2% | -8.4% |
| 6M | +14.0% | -18.9% | +32.8% | +18.3% |
| YTD | +34.4% | +6.5% | +27.9% | +31.1% |
| 1Y | +48.0% | +22.8% | +25.1% | +38.1% |
| 3Y | +113.3% | +164.5% | -51.2% | +62.2% |
| 5Y | +131.1% | +303.7% | -172.6% | +54.6% |
| All | +616.7% | +1,074.4% | -457.7% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling